+9.1%
GRAB vs BAM
+88.1%
-79.0%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.0% |
| 7D | +7.4% | +5.0% | +2.4% | +4.9% |
| 30D | +5.0% | +16.6% | -11.6% | -2.3% |
| 3M | -8.7% | +2.2% | -10.9% | -9.8% |
| 6M | -9.9% | +9.7% | -19.6% | -14.0% |
| YTD | -32.9% | +5.2% | -38.1% | -35.0% |
| 1Y | -43.2% | +3.9% | -47.1% | -44.7% |
| 3Y | +2.4% | +91.5% | -89.1% | -20.8% |
| All | +9.1% | +88.1% | -79.0% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling